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Leverage Shares 2X Long ETN Daily ETF ETNG

i

Market dataready · fetched 2026-11-12T03:18:50.503Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:02.477703018Z

FundamentalsLeverage Shares · ready · as of 2026-11-12 · fetched 2026-11-12T03:18:50.105870+00:00

Share price$9.10
1D-3.0%
AH$9.07$9.18$9.30$9.42$9.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETNG
Sold putSold callAH

Leverage Shares 2X Long ETN Daily ETF options

Live interpolated ETNG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long ETN Daily ETF$0.20$0.51$0.83$1.14$1.46$6.11$7.60$9.09$10.58$12.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETNG spot · $9.10ETNG PRICE$0.23$0.26$0.30$0.35$0.43$0.50$0.58$0.66$0.76$0.87$0.98$1.09$1.20$0.26$0.29$0.32$0.35$0.38$0.43$0.54$0.66$0.77$0.88$1.00$1.14$1.36
PutsCheap0.56×
CallsCheap0.73×
SkewBullish-20.11 pp
Implied moveBullish±$1.12
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.74166.8%31.5%7.65151.2%18.8%
25Δ10.83140.0%21.9%8.10126.7%14.2%
30Δ10.33125.2%16.8%8.34114.2%11.9%
35Δ9.92115.0%12.9%8.58101.7%9.5%
40Δ9.71113.7%11.4%8.8289.1%7.2%
45Δ9.49112.4%9.8%9.0480.1%5.3%
50Δ9.27111.0%8.2%9.2181.1%4.7%
55Δ9.05109.7%6.7%9.3882.1%4.1%
60Δ8.85107.6%5.6%9.5583.0%3.5%
65Δ8.66105.2%4.7%9.7284.0%2.9%
70Δ8.47102.9%3.9%9.8884.9%2.3%
75Δ8.28100.5%3.0%10.0885.1%1.8%
80Δ8.0998.1%2.1%10.3483.6%1.4%

20Δ

Calls
Pseudo strike
11.74
IV
166.8%
B/E move
31.5%
Puts
Pseudo strike
7.65
IV
151.2%
B/E move
18.8%

25Δ

Calls
Pseudo strike
10.83
IV
140.0%
B/E move
21.9%
Puts
Pseudo strike
8.10
IV
126.7%
B/E move
14.2%

30Δ

Calls
Pseudo strike
10.33
IV
125.2%
B/E move
16.8%
Puts
Pseudo strike
8.34
IV
114.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
9.92
IV
115.0%
B/E move
12.9%
Puts
Pseudo strike
8.58
IV
101.7%
B/E move
9.5%

40Δ

Calls
Pseudo strike
9.71
IV
113.7%
B/E move
11.4%
Puts
Pseudo strike
8.82
IV
89.1%
B/E move
7.2%

45Δ

Calls
Pseudo strike
9.49
IV
112.4%
B/E move
9.8%
Puts
Pseudo strike
9.04
IV
80.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
9.27
IV
111.0%
B/E move
8.2%
Puts
Pseudo strike
9.21
IV
81.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
9.05
IV
109.7%
B/E move
6.7%
Puts
Pseudo strike
9.38
IV
82.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
8.85
IV
107.6%
B/E move
5.6%
Puts
Pseudo strike
9.55
IV
83.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
8.66
IV
105.2%
B/E move
4.7%
Puts
Pseudo strike
9.72
IV
84.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
8.47
IV
102.9%
B/E move
3.9%
Puts
Pseudo strike
9.88
IV
84.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
8.28
IV
100.5%
B/E move
3.0%
Puts
Pseudo strike
10.08
IV
85.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.09
IV
98.1%
B/E move
2.1%
Puts
Pseudo strike
10.34
IV
83.6%
B/E move
1.4%

Options history

IV · four-Friday blend86.54%
Daily close
ETNG71.5%103.6%135.7%2026-08-13: 84.76%2026-08-14: 87.23%2026-08-17: 89.17%2026-08-18: 97.21%2026-08-19: 99.13%2026-08-20: 120.02%2026-08-21: 75.97%2026-08-24: 78.23%2026-08-25: 77.42%2026-08-26: 79.42%2026-08-27: 77.41%2026-08-28: 76.05%2026-08-31: 78.49%2026-09-01: 80.89%2026-09-02: 77.93%2026-09-03: 81.12%2026-09-04: 78.49%2026-09-08: 81.89%2026-09-09: 85.94%2026-09-10: 86.58%2026-09-11: 83.15%2026-09-14: 98.29%2026-09-15: 109.10%2026-09-16: 108.12%2026-09-17: 128.03%2026-09-18: 79.53%2026-09-21: 77.48%2026-09-22: 78.41%2026-09-23: 78.14%2026-09-24: 78.98%2026-09-25: 76.97%2026-09-28: 81.40%2026-09-29: 80.41%2026-09-30: 79.89%2026-10-01: 77.68%2026-10-02: 77.57%2026-10-05: 81.02%2026-10-06: 79.14%2026-10-07: 82.98%2026-10-08: 88.53%2026-10-09: 86.09%2026-10-12: 98.86%2026-10-13: 97.15%2026-10-14: 115.80%2026-10-15: 131.24%2026-10-16: 92.43%2026-10-19: 98.74%2026-10-20: 102.46%2026-10-21: 100.06%2026-10-22: 112.36%2026-10-23: 88.01%2026-10-26: 87.19%2026-10-27: 83.80%2026-10-28: 84.12%2026-10-29: 82.07%2026-10-30: 86.54%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
84.76%
87.23%
89.17%
97.21%
99.13%
120.02%
75.97%
78.23%
77.42%
79.42%
77.41%
76.05%
78.49%
80.89%
77.93%
81.12%
78.49%
81.89%
85.94%
86.58%
83.15%
98.29%
109.10%
108.12%
128.03%
79.53%
77.48%
78.41%
78.14%
78.98%
76.97%
81.40%
80.41%
79.89%
77.68%
77.57%
81.02%
79.14%
82.98%
88.53%
86.09%
98.86%
97.15%
115.80%
131.24%
92.43%
98.74%
102.46%
100.06%
112.36%
88.01%
87.19%
83.80%
84.12%
82.07%
86.54%